I think the previous answer is a very good one, but can add a few more things.
The New Testament is actually a creation from a great number of manuscripts, and a very great number were deemed by scholars about 300 years after Christ to not be good enough. On what authority did they make that judgement? Well there had been enormous arguments about exactly who Jesus was, and the decisions were made in favour of those who won the argument. That is, those who believed that Jesus was God. And the manuscripts that they rejected were deemed heresy because they supported alternative views and were largely destroyed. Maybe the Vatican has some of these, I have no idea. So my point is the NT was created to meet a theological view that was far from universally held. You can’t then expect to easily find much evidence for an alternative view. Such as my own view that Jesus discovered how to become a Christ and that that path is open to each and every one of us. He was simply the first. And sadly, none have made the whole journey since, although I know of a few that have come close.
The next thing to remember is that the early followers believed Jesus would return very soon. They did not start recording his sayings till about 50 years after his death. And the manuscripts were exactly that – what they could remember that he talked about